Probability Theory and Applications Essays to the Memory of József Mogyoródi

This volume contains twenty-two original contributions by leading scientists in many important areas of probability theory and its applications. The material also includes significant new results. Together this collection of papers provides a good state-of-the-art survey of current research in the following areas: inequalities; limit theorems; renewal theory and reliability theory; characterizations of distributions; infinite divisibility of polynomials of normal variables; limiting distributions for order statistics; stochastic processes; functional equations in engineering model building; and probabilistic number theory.

Random walk processes and their various applications.- Duality of the Burkholder-Davis-Gundy inequality and the generalized Fefferman-Garsia inequality II.- Martingale Hardy spaces with continuous time.- Construction of optimal Hankel approximations in the guise of stochastic processes.- Lévy’s random domains on the plain.- On the infinite divisibility of polynomials in infinitely divisible random variables.- Random sample sizes: limit theorems and characterizations.- Aging solutions of certain renewal type equations.- Extensions of some univariate Bonferroni-type inequalities to multivariate setting.- Univariate and multivariate Bonferroni-type inequalities: methods for proof and questions of optimality.- Sharp Bonferroni-type inequalities in explicit forms.- Analytical representation of limit distributions for a class of random symmetric polynomials.- Tail behavior in Wicksell’s corpuscle problem.- Universal contractive projections and a.e. convergence.- Pointwise Bahadur-Kiefer-type theorems (I).- Laws of small numbers: some applications to conditional curve estimation.- Design of statistical lifetime models by functional equations.- Another approach to the ergodic distribution in the M/G/ 1 system.- A new method in probabilistic number theory.- Distribution of Q-additive functions.- Number systems and fractal geometry.- On sequences of solid type.- Author Index.